To me, the biggest thing to remember when writing morally complicated characters... there's a HUGE difference between morally grey and morally plaid....
Magneto was probably worried about them, too. But you don't need to warn Storm about the dangers she's already aware of. He wanted Storm to keep her...
I mean, can you betray someone who's already betrayed you? I feel like the 'being betrayed' part removes any obligation to stick by your former ally...